Add type annotations to embed wheel generator output

[rahuldevikar]

The embed wheel generator in upgrade_wheels.py produces init.py without type annotations. When the automated upgrade-embedded-deps workflow runs, it would overwrite the type annotations that were added in PR #3076

Thanks for contributing, make sure you address all the checklists (for details on how see development documentation)

• ran the linter to address style issues (tox -e fix)
• wrote descriptive pull request text
• ensured there are test(s) validating the fix
• added news fragment in docs/changelog folder
• updated/extended the documentation